+53.6%
AZN vs LDOS
+43.9%
+9.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.3% |
| 7D | 0.0% | -5.4% | +5.4% | +0.5% |
| 30D | +0.7% | +4.9% | -4.1% | +0.2% |
| 3M | -10.5% | +7.2% | -17.7% | -11.4% |
| 6M | -19.3% | -24.2% | +5.0% | -17.0% |
| YTD | -10.6% | -25.8% | +15.2% | -8.4% |
| 1Y | +0.5% | -24.7% | +25.2% | +2.8% |
| 3Y | +25.9% | +39.3% | -13.4% | +14.9% |
| All | +53.6% | +43.9% | +9.7% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling